Limit orders on the estx50

In my experience limit orders on the estx50 get very slow fills, in contrast with the e-mini's whre fills are instantlu when the price is hit. I.e. yesterday price was holding for 3 min on 2418, whre I had a limit but, but i didn't get filled. What experience do other people have on this?

If you're trading smaller size, like one or two lots, the market will typically have to trade THROUGH your price in order for you to get filled, unless you are one of the first orders in the que at that price. The Eurex DJ EuroSTOXX 50 is a monster contract that trades 400,000 per day, and there are one and two hundred lot scalpers in that market with exchange memberships and TT, GL, and J-trader front-ends. They either go to market or sit there at a price AND TAKE THEM ALL.

The e-minis are getting arbitraged from the floor, so there's alot of shenanigans about big orders getting pulled and flipped from market-makers. In other words, you will be joined at a price by 50 or 100 (or more) other contracts, and then all of a sudden you are by yourself with very few having traded at that price. Bingo, you're filled.

I would suggest that you alter your price levels to be less obvious for limit orders (in other words, give up a tic or two on your limit level to ensure that you get filled), or do a stop order.

Want to be a Proprietary Futures/Swaps Trader without risking your own personal capital? Now directly referring certain training performance threshold qualified and trained clientsfor interviews at exchange registered proprietary futures trading firms and a hedge fund feeder program. I have clients presently trading at these firms and they are looking for more.Spread, Relative Value, and Correlation Trading Instruction from an experienced Commercial, HF, and Independent Trader and Private Trading Consultant. http://www.spreadprofessor.com SPREADPROFESSOR - TM